JPM — JPMorgan Chase & Co. | Redstone

JPM — JPMorgan Chase & Co. | Redstone

Performance

JPM +8.47%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
JPM	+0.56%	+1.82%	+8.47%	+14.79%	-15.47%	0.28

Current Drawdown

-9.24%

Rolling Volatility

+1.07%

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Metrics

Risk Indicators

Alpha-2.38%

Beta0.80x

Sharpe0.28

Sortino0.38

Omega1.05

Calmar0.55

Martin0.91

Comparisons

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